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Date/Time: Fri, 19 Apr 2024 07:02:05 +0000



Phantom Market Depth appearing on charts.

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[2019-04-22 08:46:34]
User541156 - Posts: 67
Clearly visible in the attached image what I am talking about... Doesn't even makes sense. Phantom Historical Market Depth appearing on charts.

Tried to recalculate the chart and remove all indicators except historical depth, but it is still there.
Date Time Of Last Edit: 2019-04-22 14:13:11
Attachment Deleted.
[2019-04-22 10:01:56]
Sierra Chart Engineering - Posts: 104368
Reconnect to the data feed:
File Menu: Procedure to Reconnect to the Data and Trade Servers

This is the only help we can offer.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2019-04-22 11:02:01]
User541156 - Posts: 67
I have just done that. Restarted the platform as well. Also deleted and downloaded the symbol data again. Still bogus depth is there on the chart. This is another symbol. A different one altogether, showing the same behavior.
Date Time Of Last Edit: 2019-04-22 11:02:29
imageagain.png / V - Attached On 2019-04-22 11:01:42 UTC - Size: 204.5 KB - 240 views
[2019-04-22 18:15:13]
Sierra Chart Engineering - Posts: 104368
We cannot help with this. This is an external service issue. Consider using the Sierra Chart Exchange Data Feed instead:
Sierra Chart Exchange Data Feed
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2019-04-23 23:46:30]
User541156 - Posts: 67
If it is a datafeed issue, then that is fine. I can move to Sierra feed.

But wouldn't data feed issue first affects the live market depth first.

Afterall, historical market depth is just recorded live market depth.

And if there is nothing wrong in the live depth and issue is only with the display of historical market depth, then potentially either something could be going wrong with the depth recording or its historical display.
Date Time Of Last Edit: 2019-04-23 23:47:42
[2019-04-24 09:19:06]
Sierra Chart Engineering - Posts: 104368
You need to understand from our perspective is really impossible for us to precisely understand what you are referring to. You need to understand the monumental complexity of everything that is going on.

What is phantom market depth depth? How do you know that? Provide a very detailed explanation of this and point out specifically what you are referring to on the chart and why there is allegedly a problem. We have no clue as to what you are even referring to and what is even the basis of this. Do you know how many charts we look at every day. From our perspective this is nothing more than a jumble of information . Often we have no idea what users are talking about. This is the case here.

When people bring market depth issues to us, we are just looking at the live market depth and seeing if there is something abnormal looking about it. So we noticed there are some levels distant from the levels near the current price. And we know there are depth issues when using Rithmic. We thought you are referring to that. Whether that is right or wrong. We have absolutely no idea.

This is why we have to start charging for support. These are very detailed levels of analysis that is chargeable. And we are going to start charging for support once we put time tracking in place. If you want an answer, there is going to be a charge.

So we are putting the burden on you, to explain this. We are certainly not going to look at this. And we really don't even care at this point, whether we lose you as a customer. This is not worth our time. We are not going to put up with external service problems or whatever problems are, or user just throwing a problem on us, without a proper explanation and basis.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2019-04-24 09:26:34
[2019-04-24 14:18:22]
User541156 - Posts: 67
You should charge for support. I am all for it. I replied to your we are gonna charging for support thread before you deleted it. It is your pricing model, not the customers which make you feel overworked for no return. And on a friendly note, "Whether we lose you as a customer" routine might have had great shock value in 2015, but it is time to lose it. It has become rather boring.

Now the issue is that at certain price levels, historical BID and ASK levels are fixed. Which is not really possible, because of the very definition of what bid and ask is. The price goes below and above the market depth level, but those historical depth levels remain there. This is likely also not a feed issue, just because again what BID and ASK is. Price cannot break out from a BID level without consuming all of the liquidity/market depth there and vice versa.

Have a look at the latest picture which has been labeled with the issue. Let me know if you need VPN access or any more details.
Date Time Of Last Edit: 2019-04-24 14:22:07
image2019-04-24_23-12-58.png / V - Attached On 2019-04-24 14:13:31 UTC - Size: 421.93 KB - 241 views
[2019-04-24 23:29:50]
Sierra Chart Engineering - Posts: 104368
You were not connected to the data feed during those times, so the Market Depth Historical Graph displays the last known depth until new depth data is found. This is explained here:
Market Depth Historical Graph: Drawing of Depth Quantities at Price Levels on Chart Bars where there have been No Depth Updates
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2019-04-25 07:57:19]
Sierra Chart Engineering - Posts: 104368
Post #8 is just some initial information we are giving.

There are couple of things we need to look into with this issue. We will get back in a couple of days. If there is a problem, we need to address we will have that done.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2019-04-25 08:16:19
[2019-05-20 03:46:26]
Sierra Chart Engineering - Posts: 104368
We did review what we wanted to in regards to the recording of market depth data and confirmed that it is working as expected. We ensured that when a full snapshot of depth is recorded every 10 minutes, that all prior levels are cleared.

If there is any issue related to Rithmic market depth data that is not something we will be helping with.

Our recommendation is to use the Sierra Chart Exchange Data Feed:
Sierra Chart Exchange Data Feed

Also, this data feed supports controlling the number of depth levels which are subscribed to through Global Settings >> Data/Trade Service Settings >> SC Server Settings >> Max Depth Levels.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2019-05-20 03:48:34

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